November 25, 2015
The Fields Institute, Rm. 230
222 College St.
Dan Rosen, S&P Capital IQ
Re-Thinking Scenarios: Stress Testing of Multi-Asset Portfolios by Integrating Economic Scenarios with Advanced Simulation Analytics
Ron Dembo, Zerofootprint
Know your environment
The Quantitative Finance Seminar has been a centerpiece of the Commercial/Industrial program at the Fields Institute since 1995. Its mandate is to arrange talks on current research in quantitative finance that will be of interest to those who work on the border of industry and academia. Wide participation has been the norm with representation from mathematics, statistics, computer science, economics, econometrics, finance and operations research. Topics have included derivatives valuation, credit risk, insurance and portfolio optimization. Talks occur on the last Wednesday of every month throughout the academic year and start at 5 pm. Each seminar is organized around a single theme with two 45-minute talks and a half hour reception. There is no cost to attend these seminars and everyone is welcome.
For more information, click here.